The human body cools itself by perspiration or sweating. When sweat evaporates, it carries some of the body's heat from it, thus, cooling you down. When the air is more humid (meaning more water in the air), the air becomes more saturated and the rate that the sweat evaporates becomes lower. Hence, the body still retains heat, feeling hotter. In a dry day, the sweat would evaportate faster, so it feels cooler than on a day with the same temperature but with more humidity. So, heat index is simply a measurement that take in account of actual air temparature and humidity of the air. Weather.com tells the air temperature and how it really feel like to us based on heat index.